| Trading Metrics calculated at close of trading on 18-Jan-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jan-2023 |
18-Jan-2023 |
Change |
Change % |
Previous Week |
| Open |
21,135.44 |
21,314.36 |
178.92 |
0.8% |
16,928.00 |
| High |
21,460.19 |
21,582.47 |
122.28 |
0.6% |
19,859.04 |
| Low |
20,956.00 |
20,482.03 |
-473.97 |
-2.3% |
16,907.23 |
| Close |
21,314.95 |
20,778.37 |
-536.58 |
-2.5% |
19,816.79 |
| Range |
504.19 |
1,100.44 |
596.25 |
118.3% |
2,951.81 |
| ATR |
607.46 |
642.67 |
35.21 |
5.8% |
0.00 |
| Volume |
58,766 |
71,020 |
12,254 |
20.9% |
279,219 |
|
| Daily Pivots for day following 18-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
24,248.94 |
23,614.10 |
21,383.61 |
|
| R3 |
23,148.50 |
22,513.66 |
21,080.99 |
|
| R2 |
22,048.06 |
22,048.06 |
20,980.12 |
|
| R1 |
21,413.22 |
21,413.22 |
20,879.24 |
21,180.42 |
| PP |
20,947.62 |
20,947.62 |
20,947.62 |
20,831.23 |
| S1 |
20,312.78 |
20,312.78 |
20,677.50 |
20,079.98 |
| S2 |
19,847.18 |
19,847.18 |
20,576.62 |
|
| S3 |
18,746.74 |
19,212.34 |
20,475.75 |
|
| S4 |
17,646.30 |
18,111.90 |
20,173.13 |
|
|
| Weekly Pivots for week ending 13-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
27,716.45 |
26,718.43 |
21,440.29 |
|
| R3 |
24,764.64 |
23,766.62 |
20,628.54 |
|
| R2 |
21,812.83 |
21,812.83 |
20,357.96 |
|
| R1 |
20,814.81 |
20,814.81 |
20,087.37 |
21,313.82 |
| PP |
18,861.02 |
18,861.02 |
18,861.02 |
19,110.53 |
| S1 |
17,863.00 |
17,863.00 |
19,546.21 |
18,362.01 |
| S2 |
15,909.21 |
15,909.21 |
19,275.62 |
|
| S3 |
12,957.40 |
14,911.19 |
19,005.04 |
|
| S4 |
10,005.59 |
11,959.38 |
18,193.29 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
21,582.47 |
17,321.26 |
4,261.21 |
20.5% |
906.23 |
4.4% |
81% |
True |
False |
73,868 |
| 10 |
21,582.47 |
16,646.73 |
4,935.74 |
23.8% |
610.55 |
2.9% |
84% |
True |
False |
48,890 |
| 20 |
21,582.47 |
16,331.29 |
5,251.18 |
25.3% |
448.47 |
2.2% |
85% |
True |
False |
40,852 |
| 40 |
21,582.47 |
15,516.53 |
6,065.94 |
29.2% |
487.64 |
2.3% |
87% |
True |
False |
44,412 |
| 60 |
21,582.47 |
15,516.53 |
6,065.94 |
29.2% |
685.01 |
3.3% |
87% |
True |
False |
54,354 |
| 80 |
21,582.47 |
15,516.53 |
6,065.94 |
29.2% |
695.94 |
3.3% |
87% |
True |
False |
55,618 |
| 100 |
22,718.84 |
15,516.53 |
7,202.31 |
34.7% |
774.25 |
3.7% |
73% |
False |
False |
55,459 |
| 120 |
25,198.76 |
15,516.53 |
9,682.23 |
46.6% |
824.93 |
4.0% |
54% |
False |
False |
53,770 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
26,259.34 |
|
2.618 |
24,463.42 |
|
1.618 |
23,362.98 |
|
1.000 |
22,682.91 |
|
0.618 |
22,262.54 |
|
HIGH |
21,582.47 |
|
0.618 |
21,162.10 |
|
0.500 |
21,032.25 |
|
0.382 |
20,902.40 |
|
LOW |
20,482.03 |
|
0.618 |
19,801.96 |
|
1.000 |
19,381.59 |
|
1.618 |
18,701.52 |
|
2.618 |
17,601.08 |
|
4.250 |
15,805.16 |
|
|
| Fisher Pivots for day following 18-Jan-2023 |
| Pivot |
1 day |
3 day |
| R1 |
21,032.25 |
20,569.89 |
| PP |
20,947.62 |
20,361.41 |
| S1 |
20,863.00 |
20,152.93 |
|